deribit_basis_discount_threshold_fear_long_v3 · strategy

107

closed trades

42%

win rate

-291.34

total pnl ($)

0.293

weight

7d window — n=25 wr=28% pnl=-140.01 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 02:57	BTC	Buy	60153→59744	-3.89	timeout
06-29 01:53	BTC	Buy	60235→59443	-7.06	timeout
06-28 19:42	BTC	Buy	60160→59409	-6.68	timeout
06-28 18:39	BTC	Buy	60531→59566	-8.40	timeout
06-28 01:11	BTC	Buy	59948→59999	-0.02	timeout
06-27 23:33	BTC	Buy	59959→59975	-0.27	timeout
06-27 21:56	BTC	Buy	59909→60177	+1.85	timeout
06-26 19:12	BTC	Buy	59279→59959	+5.16	timeout
06-26 18:14	BTC	Buy	59395→60058	+5.02	timeout
06-26 17:08	BTC	Buy	59169→60115	+7.45	timeout
06-26 15:58	BTC	Buy	59520→60302	+6.04	timeout
06-26 14:56	BTC	Buy	59657→59409	-2.58	timeout
06-25 17:57	BTC	Buy	59398→59582	+1.13	timeout
06-25 13:58	BTC	Buy	59627→58161	-12.67	stop_loss
06-25 13:55	BTC	Buy	59936→58460.8	-12.67	stop_loss
06-25 13:53	BTC	Buy	60355→58869.6	-12.67	stop_loss
06-25 13:51	BTC	Buy	60647→59149.5	-12.73	stop_loss
06-24 17:20	BTC	Buy	60906→59408.3	-12.73	stop_loss
06-24 16:51	BTC	Buy	61190.1→59657.2	-12.95	stop_loss
06-24 15:30	BTC	Buy	62281.1→60749.6	-12.74	stop_loss
06-24 14:19	BTC	Buy	62424.1→60882.5	-12.79	stop_loss
06-24 14:17	BTC	Buy	62600.1→61060.4	-12.74	stop_loss
06-24 13:47	BTC	Buy	62825.1→61277.3	-12.77	stop_loss
06-24 13:45	BTC	Buy	62879.1→61331.3	-12.76	stop_loss
06-24 08:25	BTC	Buy	62296.1→62662.9	+2.44	timeout
06-18 05:04	BTC	Buy	65294.3→63689	-12.75	stop_loss
06-16 15:29	BTC	Buy	66639.3→65751.7	-7.20	timeout
06-16 14:29	BTC	Buy	66517.3→65615.7	-7.31	timeout
06-16 14:23	BTC	Buy	67205.4→65552.9	-12.82	stop_loss
06-16 13:34	BTC	Buy	66775.3→65954.7	-6.68	timeout
06-16 12:30	BTC	Buy	66263.3→66588.7	+1.93	timeout
06-15 13:36	BTC	Buy	64245.2→66795.7	+19.42	timeout
06-15 13:16	BTC	Buy	63895.2→66702.7	+21.54	take_profit
06-15 12:54	BTC	Buy	63770.2→66570.7	+21.52	take_profit
06-15 12:33	BTC	Buy	64358.2→66216.7	+14.01	timeout
06-15 11:25	BTC	Buy	64531.2→66325.7	+13.46	timeout
06-14 19:30	BTC	Buy	64168.2→63776.8	-3.55	timeout
06-14 14:13	BTC	Buy	64157.2→64278.8	+0.50	timeout
06-14 13:07	BTC	Buy	64128.2→64337.8	+1.18	timeout
06-14 12:03	BTC	Buy	63933.2→64516.8	+4.13	timeout
06-14 11:01	BTC	Buy	63829.2→64470.8	+4.57	timeout
06-13 18:33	BTC	Buy	63770.2→64148.8	+2.51	timeout
06-13 13:05	BTC	Buy	63403.2→64119.8	+5.13	timeout
06-13 12:04	BTC	Buy	63704.2→63940.8	+1.33	timeout
06-13 11:03	BTC	Buy	63760.2→63814.8	-0.12	timeout
06-13 09:56	BTC	Buy	63817.2→63740.8	-1.12	timeout
06-12 17:47	BTC	Buy	63433.2→63823.8	+2.62	timeout
06-12 12:40	BTC	Buy	62753.1→63392.8	+4.57	timeout
06-12 11:28	BTC	Buy	63114.2→63808.8	+4.97	timeout
06-12 10:17	BTC	Buy	62839.1→63724.8	+6.50	timeout
06-12 09:10	BTC	Buy	62852.1→63463.8	+4.35	timeout
06-11 17:21	BTC	Buy	62141.1→62384.9	+1.45	timeout
06-11 11:21	BTC	Buy	61150.1→63077.8	+15.18	timeout
06-11 10:19	BTC	Buy	61171.1→62789.9	+12.65	timeout
06-11 09:17	BTC	Buy	61054.1→62761.9	+13.42	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.95	timeout
06-10 16:40	BTC	Buy	60856→62282.9	+11.18	timeout
06-09 14:46	BTC	Buy	62744.1→61197.3	-12.79	stop_loss
06-09 14:19	BTC	Buy	63276.2→61719	-12.76	stop_loss
06-09 14:11	BTC	Buy	63568.2→62004.9	-12.75	stop_loss
06-09 13:36	BTC	Buy	63754.2→62175.8	-12.82	stop_loss
06-09 13:36	BTC	Buy	63742.2→62173.8	-12.73	stop_loss
06-09 06:42	BTC	Buy	62950.1→63325.8	+2.48	timeout
06-09 00:48	BTC	Buy	64013.2→62438.6	-12.76	stop_loss
06-08 21:08	BTC	Buy	61716.1→63677.8	+15.40	timeout
06-08 17:53	BTC	Buy	62127.1→63480.8	+10.34	timeout
06-08 14:50	BTC	Buy	61747.1→63831.8	+16.40	timeout
06-08 13:50	BTC	Buy	61737.1→63540.8	+14.11	timeout
06-08 06:30	BTC	Buy	62004.1→63024.8	+7.77	timeout
06-07 21:04	BTC	Buy	60696→61675.9	+7.65	timeout
06-07 16:58	BTC	Buy	60726→61985.9	+9.90	timeout
06-07 14:42	BTC	Buy	60936→62014.9	+8.38	timeout
06-07 13:32	BTC	Buy	60688→61829.9	+8.94	timeout
06-07 06:06	BTC	Buy	61053.1→61618.9	+4.23	timeout
06-06 20:09	BTC	Buy	60771→60537	-2.30	timeout
06-06 16:06	BTC	Buy	60168→60835	+5.12	timeout
06-06 04:27	BTC	Buy	61341.1→59832.1	-12.75	stop_loss
06-05 21:04	BTC	Buy	59304→61908.9	+21.51	take_profit
06-05 18:54	BTC	Buy	60591→59100.5	-12.76	stop_loss
06-05 18:52	BTC	Buy	60799→59303.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60816→59320.4	-12.75	stop_loss
06-05 18:43	BTC	Buy	61292.1→59785.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61993.1→60466.7	-12.76	stop_loss
06-05 13:59	BTC	Buy	62192.1→60662.6	-12.75	stop_loss
06-05 13:56	BTC	Buy	62510.1→60972.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62811.1→61266.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62959.1→61408.2	-12.77	stop_loss
06-05 11:49	BTC	Buy	62426.1→62179.9	-2.45	timeout
06-05 06:23	BTC	Buy	62723.1→61175.3	-12.73	stop_loss
06-05 06:23	BTC	Buy	62775.1→61221.3	-12.82	stop_loss
06-05 06:22	BTC	Buy	62885.1→61338.2	-12.74	stop_loss
06-05 06:19	BTC	Buy	63290.2→61731	-12.72	stop_loss
06-05 02:43	BTC	Buy	63367.2→62560.9	-6.77	timeout
06-05 01:23	BTC	Buy	62644.1→63148.8	+3.62	timeout
06-04 10:49	BTC	Buy	63807.2→62237.8	-12.73	stop_loss
06-04 10:28	BTC	Buy	64067.2→62491.6	-12.72	stop_loss
06-04 09:22	BTC	Buy	64593.2→63004.3	-12.75	stop_loss
06-04 01:22	BTC	Buy	64277.2→62696.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64940.2→63343.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65009.3→63410.1	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

107

closed

42%

win rate

-291.34

total pnl ($)

-54.1 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	107	42%	-54.1	-291.34

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…